After completing a recording in the BlazeMeter Chrome Extension, you may encounter an error stating that the "export to JMX failed".
This means that something on your network (typically your firewall) is blocking the connection needed for the recorder to complete the export.
When you select the option to export your recording to JMX, the extension actually converts the recording into JMeter's JMX format. This conversion is not performed with the app itself, but rather through BlazeMeter's own converter located at converter.blazemeter.com.
If the converter URL is blocked or other unreachable from within your own network for any reason, the conversion will not be possible to perform, and thus the error above will occur.
To resolve the issue, check with your internal network and/or security team to ensure that the converter URL can be reached from the machine you are recording from.